RT Web Page DB /z-wcorg/ DS http://worldcat.org ID 56508135 LA English UL http://rave.ohiolink.edu/ebooks/ebc/11305972 T1 Statistical learning theory and stochastic optimization Ecole d'Eté de Probabilités de Saint-Flour XXXI-2001 A1 Catoni, Olivier., Picard, Jean., LINK (Online service), Ecole d'été de probabilités de Saint-Flour, PB Springer-Verlag PP Berlin YR 2004 SN 9783540445074 3540445072 AB Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results.